Using second-order probabilities to make maximum entropy approach to copulas more reasonable

Using second-order probabilities to make maximum entropy approach to copulas more reasonable

© 2014 by the Mathematical Association of Thailand. All rights reserved. Copulas are a general way of describing dependence between two or more random variables. When we only have partial information about the dependence, i.e., when several different copulas are consistent with our knowledge, it is...

Saved in:

書目詳細資料
Main Authors:	Hung T. Nguyen, Vladik Kreinovichz, Berlin Wu
格式:	雜誌
出版:	2018
在線閱讀:	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84907253524&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/45640
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Chiang Mai University

相似書籍

Using second-order probabilities to make maximum entropy approach to copulas more reasonable
由: Hung T. Nguyen, et al.
出版: (2018)

An empirical examination of maximum entropy in copula-based simultaneous equations model
由: Kanchana Choktaworn, et al.
出版: (2018)

An empirical examination of maximum entropy in copula-based simultaneous equations model
由: Kanchana Choktaworn, et al.
出版: (2018)

Maximum entropy as a feasible way to describe joint distribution in expert systems
由: Thongchai Dumrongpokaphan, et al.
出版: (2018)

Maximum entropy as a feasible way to describe joint distribution in expert systems
由: Thongchai Dumrongpokaphan, et al.
出版: (2018)

Maximum entropy approaches to living neural networks
由: Yeh, F.-C, et al.
出版: (2020)

High-order generalized maximum entropy estimator in kink regression model
由: Payap Tarkhamtham, et al.
出版: (2019)

Maximum entropy searching
由: Jiang, R., et al.
出版: (2021)

Child-gender preference generalized maximum entropy approach
由: Supanika Leurcharusmee, et al.
出版: (2018)

Child-gender preference generalized maximum entropy approach
由: Supanika Leurcharusmee, et al.
出版: (2018)

Chinese word segmentation with a maximum entropy approach
由: LOW JIN KIAT
出版: (2010)

Comparison of entropy measures in generalized maximum entropy estimation
由: Wilawan Srichaikul, et al.
出版: (2018)

Estimation of the probability risks of African swine fever outbreaks using the maximum entropy method in North Sumatra Province, Indonesia
由: Primatika, Roza Azizah, et al.
出版: (2022)

Copula-based approaches for evaluating slope reliability under incomplete probability information
由: Tang, Xiaosong, et al.
出版: (2016)

Second-Order Obviousness: How Information and Communication Technologies Make Inventions More Obvious and Why the Law Should Care
由: Whalen, Ryan Seamus McGrath
出版: (2020)

Quadratic transformations of copula density and probability density
由: Pharunyou Chanthorn
出版: (2020)

Uncertainty analysis in software reliability modeling by Bayesian approach with maximum-entropy principle
由: Dai, Y.-S., et al.
出版: (2014)

Maximum entropy quantile regression with unknown quantile
由: Kanchana Chokethaworn, et al.
出版: (2018)

Coffee stochastic frontier model with maximum entropy
由: Chatchai Khiewngamdee, et al.
出版: (2018)

Coffee stochastic frontier model with maximum entropy
由: Chatchai Khiewngamdee, et al.
出版: (2018)

Maximum entropy quantile regression with unknown quantile
由: Kanchana Chokethaworn, et al.
出版: (2018)

A maximum entropy approach to information extraction from semi-structured and free text
由: Chieu, H.L., et al.
出版: (2013)

Bayesian reliability estimation for deteriorating systems with limited samples using the maximum entropy approach
由: Xiao, N.-C, et al.
出版: (2020)

Estimation of Volatility on the Small Sample with Generalized Maximum Entropy
由: Quanrui Song, et al.
出版: (2018)

Maximum likelihood selection of copulas in explaining stock market contagion
由: Kian Guan LIM,
出版: (2012)

A joint moment projection method and maximum entropy approach for simulation of soot formation and oxidation in diesel engines
由: Wu, Shaohua, et al.
出版: (2021)

How to make plausibility-based forecasting more accurate
由: Kongliang Zhu, et al.
出版: (2018)

How to make plausibility-based forecasting more accurate
由: Kongliang Zhu, et al.
出版: (2018)

Case-based reasoning approach in bid decision making
由: Chua, D.K.H., et al.
出版: (2014)

How to detect linear dependence on the copula level?
由: Vladik Kreinovich, et al.
出版: (2018)

How to detect linear dependence on the copula level?
由: Vladik Kreinovich, et al.
出版: (2018)

The generalize maximum Tsallis entropy estimator in kink regression model
由: Payap Tarkhamtham, et al.
出版: (2018)

Principal component analysis based on non-parametric maximum entropy
由: He, R., et al.
出版: (2014)

DEVELOPMENT OF MAXIMUM ENTROPY ESTIMATOR FOR CALIBRATING TRIP DISTRIBUTION MODELS
由: ADI WIDIARJANA, NYOMAN

ESTIMATION OF PROBABLE MAXIMUM PRECIPITATION (PMP) AND PROBABLE MAXIMUM FLOOD (PMF) USING GSSHA MODEL (Case Study Area Upper Citarum Watershed)
由: ROSITA ANGGRAINI SIBUEA - NIM: 12814021, PUJI

Forecasting age-specific mortality rates in the Philippines: A maximum entropy approach using statistical moments
由: Dayag, John Carlos V., et al.
出版: (2024)

Impact of copula selection on geotechnical reliability under incomplete probability information
由: Tang, X.-S., et al.
出版: (2014)

Translating discrete estimates into a less detailed scale: An optimal approach
由: Thongchai Dumrongpokaphany, et al.
出版: (2020)

STRUCTURAL RELIABILITY ANALYSIS BASED ON MAXIMUM ENTROPY DISTRIBUTION WITH FRACTIONAL MOMENTS
由: ZHANG XIAODONG
出版: (2019)

Technical efficiency in rice production at farm level in northern Thailand: A stochastic frontier with maximum entropy approach
由: Kittawit Autchariyapanitkul, et al.
出版: (2018)